Following the end of the war, Gay continued in military service with the Queen's Bays. In 1947, he was promoted to the rank of Captain. Having been a talented sportsman before the war, Gay featured in first-class cricket, being selected in 1949 to play for the Combined Services against the touring New Zealanders at the Garrison Ground 2.
| Format | Matches | Runs | Avg | 100s/50s | Top Score | Wickets | Bowl Avg | Best Bowling | Catches/St |
| First-class | 4 | 16 | 3.20 | –/– | 11 | 9 | 32.00 | 4/57 | 1/– |
